We study a change point model based on a stochastic partial differential...
For the stochastic heat equation with multiplicative noise we consider t...
We consider the estimation of a non-linear reaction term in the stochast...
We study the rank of the instantaneous or spot covariance matrix
Σ_X(t) ...
As a concrete setting where stochastic partial differential equations (S...
We estimate the coefficient function of the leading differential operato...
Given data from a Poisson point process with intensity (x,y) n
1(f(x)≤ ...
We consider truncated SVD (or spectral cut-off, projection) estimators f...